Large deviation for negatively dependent random variables under sublinear expectation
From MaRDI portal
Publication:2807689
DOI10.1080/03610926.2015.1006067zbMath1338.60078OpenAlexW2239563567MaRDI QIDQ2807689
Publication date: 25 May 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1006067
Related Items (6)
Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\) ⋮ Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation ⋮ Representation of weakly maxitive monetary risk measures and their rate functions ⋮ Self-normalized large deviations under sublinear expectation ⋮ Moderate deviations principle for independent random variables under sublinear expectations ⋮ Concentration inequalities for upper probabilities
Cites Work
- Unnamed Item
- On Cramér's theorem for capacities
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Large deviation principle for diffusion processes under a sublinear expectation
- A strong law of large numbers for non-additive probabilities
- Theory of capacities
- A Weighted Central Limit Theorem Under Sublinear Expectations
This page was built for publication: Large deviation for negatively dependent random variables under sublinear expectation